Originally Posted by
Dave_S
Agreed. You shouldn't be breaking chains, even poor quality ones. Some people have problems with Sram "PowerLink" connectors and I tend not to run them (the links, not the chains).
Chains coming off at the front derailleur is not uncommon, but at the rear can be more of a problem, especially if you are getting the chain jammed between the hub body/spokes and cassette. Try adjusting the lock screw to stop the cage swinging too close to the spokes if that is the problem.
What sort of bike are you riding and what level Shimano gears?